Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 99.95%
March 31, 2024 99.95%
February 29, 2024 99.95%
January 31, 2024 99.95%
December 31, 2023 99.95%
November 30, 2023 99.30%
October 31, 2023 99.30%
September 30, 2023 99.30%
August 31, 2023 98.87%
July 31, 2023 98.87%
June 30, 2023 98.87%
May 31, 2023 98.87%
April 30, 2023 98.39%
March 31, 2023 98.03%
February 28, 2023 98.03%
January 31, 2023 97.75%
December 31, 2022 97.75%
November 30, 2022 96.62%
October 31, 2022 94.37%
September 30, 2022 91.55%
August 31, 2022 89.86%
July 31, 2022 89.86%
June 30, 2022 89.86%
May 31, 2022 85.92%
April 30, 2022 77.27%
Date Value
March 31, 2022 77.27%
February 28, 2022 77.27%
January 31, 2022 77.27%
December 31, 2021 77.27%
November 30, 2021 77.27%
October 31, 2021 77.27%
September 30, 2021 77.27%
August 31, 2021 77.27%
July 31, 2021 77.27%
June 30, 2021 77.27%
May 31, 2021 77.27%
April 30, 2021 77.27%
March 31, 2021 77.27%
February 28, 2021 77.27%
January 31, 2021 77.27%
December 31, 2020 77.27%
November 30, 2020 77.27%
October 31, 2020 77.27%
September 30, 2020 77.27%
August 31, 2020 77.27%
July 31, 2020 77.27%
June 30, 2020 77.27%
May 31, 2020 77.27%
April 30, 2020 77.27%
March 31, 2020 77.27%

Max Drawdown Definition

Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.

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Max Drawdown (5Y) Range, Past 5 Years

77.27%
Minimum
May 2019
99.95%
Maximum
Dec 2023
85.05%
Average
77.27%
Median
May 2019

Max Drawdown (5Y) Benchmarks